To obtain the correlation dimension and entropy from an experimental time series we derive estimators for these quantities together with expressions for their variances using a maximum likelihood approach. The validity of these expressions is supported by Monte Carlo simulations. We illustrate the u
β¦ LIBER β¦
Efficient frontier estimation: a maximum entropy approach
β Scribed by Randall Campbell; Kevin Rogers; Jon Rezek
- Publisher
- Springer
- Year
- 2008
- Tongue
- English
- Weight
- 323 KB
- Volume
- 30
- Category
- Article
- ISSN
- 0895-562X
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